Empirical Performance of the Constant Elasticity Variance Option Pricing Model (Q5139466)
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scientific article; zbMATH DE number 7283263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Performance of the Constant Elasticity Variance Option Pricing Model |
scientific article; zbMATH DE number 7283263 |
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Empirical Performance of the Constant Elasticity Variance Option Pricing Model (English)
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9 December 2020
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constant-elasticity-of-variance (CEV) process
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option pricing model
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empirical performance
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numerical experiment
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stochastic volatility option pricing model
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finite difference method of the SV model
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